-58.7%
MARA vs HLT
+46.7%
-105.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.3% |
| 7D | -6.5% | +7.7% | -14.2% | -9.3% |
| 30D | -38.5% | +19.1% | -57.6% | -42.7% |
| 3M | -41.5% | +20.7% | -62.2% | -46.2% |
| 6M | -41.9% | +21.0% | -63.0% | -47.4% |
| YTD | -23.5% | +31.3% | -54.8% | -34.5% |
| 1Y | -58.7% | +45.9% | -104.5% | -67.1% |
| All | -58.7% | +46.7% | -105.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling